+112.2%
WDAY vs PNR
+66.2%
+46.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.2% | -6.0% | +0.9% | -2.6% |
| 30D | +5.9% | -14.0% | +19.9% | +13.1% |
| 3M | +42.3% | -21.7% | +64.0% | +56.3% |
| 6M | +34.7% | -37.3% | +72.0% | +60.9% |
| YTD | -13.5% | -45.1% | +31.6% | +9.3% |
| 1Y | -18.1% | -49.1% | +31.1% | +7.0% |
| 3Y | -26.4% | -14.8% | -11.5% | -26.3% |
| 5Y | -30.6% | -21.0% | -9.6% | -31.2% |
| All | +112.2% | +66.2% | +46.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling